-42.1%
CMCSA vs PEGA
-47.0%
+4.9%
-51.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PEGA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -3.9% | +4.4% | +0.9% |
| 7D | +2.7% | -10.0% | +12.7% | +3.9% |
| 30D | +18.6% | -12.7% | +31.3% | +20.4% |
| 3M | -1.8% | -4.6% | +2.7% | -1.5% |
| 6M | -0.7% | -13.1% | +12.4% | +0.4% |
| YTD | -7.8% | -47.6% | +39.8% | -2.0% |
| 1Y | +0.7% | -47.0% | +47.8% | +6.8% |
| 3Y | -28.0% | +42.0% | -70.0% | -36.1% |
| 5Y | -42.1% | -47.8% | +5.7% | -46.9% |
| All | -42.1% | -47.0% | +4.9% | -46.9% |
Cumulative growth
Daily Returns
Daily percentage return beside PEGA.
Daily Out/Under-Performance
Portfolio return minus PEGA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PEGA return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 5y: compounded portfolio wealth divided by compounded PEGA wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
5y analysis · Full analysis span regression · 6 months rolling